Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47415.27 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46020.29 Kr¶

PnL: ---------------------------------------> -868.28 Kr¶

DD now: ---------------------------------> -2.498 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:45:05.244580'

Anic Portfolio¶

This Week¶

Return: -1.041 %¶

Total¶

Return: 55.222 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.560000 799.200000 126.200000 18.750000 673.000000
SAAB B 8 1.060000 3444.000000 67.000000 1.980000 3377.000000
Intrum 4 6.940000 567.000000 40.000000 7.590000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.540000 394.100000 39.100000 11.010000 355.000000
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Boozt 12 1.290000 1689.600000 35.600000 2.150000 1653.999996
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Resurs Holding 22 -1.390000 593.560000 19.560000 3.410000 573.999998
Swedbank A 3 -0.720000 575.550000 11.550000 2.050000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 0.170000 579.720000 9.720000 1.710000 570.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Nordea Bank Abp 29 -0.330000 3457.380000 3.380000 0.100000 3453.999992
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
CTEK 13 -0.120000 528.450000 -5.550000 -1.040000 533.999999
Handelsbanken A 5 -0.370000 537.750000 -8.250000 -1.510000 546.000000
Midsona B 63 0.220000 562.590000 -20.410000 -3.500000 582.999984
Essity B 2 -2.860000 543.200000 -30.800000 -5.370000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 1.480000 1423.800000 -240.200000 -14.440000 1663.999992
Axfood 13 -2.870000 3473.600000 -282.400000 -7.520000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46019.150000 -869.420000 -2.50003% 46888.564618

Updated:¶

'2023-01-26 13:44:36.131770'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶